Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?
Zied FtitiWaël LouhichiHachmi Ben AmeurPublished in: Ann. Oper. Res. (2023)
Keyphrases
- exchange rate
- garch model
- early warning
- financial time series
- financial crisis
- grey model
- stock market
- financial markets
- foreign exchange
- stock price
- short term
- public health
- stock index futures
- technical indicators
- forecasting model
- turning points
- crude oil
- wave propagation
- medium term
- early stage
- failure prediction
- stock returns
- prediction model
- stock exchange
- financial data
- weather forecasting
- chinese stock market
- non stationary
- outbreak detection
- sar images
- wave equation
- dengue fever